GPU Rendering with LuxRender - Where is SLG Path OpenCL option?
SLG has been merged into LuxRender under the name "LuxCore".
It now supports almost every feature of "Classic Lux" and contains many improvements, most notably in the speed department.

So what you will want to use is either "LuxCore Path OpenCL" in your screenshot above, or switch LuxBlend into native LuxCore mode: http://www.luxrender.net/wiki/LuxBlend25_LuxCore

To use GPU rendering in LuxCore mode, go to the render settings panel and switch from CPU to OpenCL:



Note that OpenCL rendering is only available when using the Path or Biased Path engine.